+14.4%
DOC vs ZYBT
-63.7%
+78.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.1% |
| 7D | +8.7% | -3.5% | +12.3% | +8.7% |
| 30D | +7.6% | +15.1% | -7.5% | +7.6% |
| 3M | -5.3% | +7.0% | -12.3% | -5.3% |
| 6M | +27.6% | +37.7% | -10.1% | +28.1% |
| YTD | +32.4% | +19.1% | +13.3% | +32.7% |
| 1Y | +22.9% | -38.3% | +61.1% | +23.9% |
| All | +14.4% | -63.7% | +78.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling